ICE Russell 2000 Mini Future September 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 1,000.9 1,003.3 2.4 0.2% 973.5
High 1,004.3 1,009.9 5.6 0.6% 1,004.3
Low 988.3 1,002.6 14.3 1.4% 970.6
Close 1,003.1 1,006.6 3.5 0.3% 1,003.1
Range 16.0 7.3 -8.7 -54.4% 33.7
ATR 15.9 15.3 -0.6 -3.9% 0.0
Volume 95,857 95,667 -190 -0.2% 414,311
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,028.3 1,024.8 1,010.5
R3 1,021.0 1,017.5 1,008.5
R2 1,013.8 1,013.8 1,008.0
R1 1,010.3 1,010.3 1,007.3 1,012.0
PP 1,006.3 1,006.3 1,006.3 1,007.3
S1 1,002.8 1,002.8 1,006.0 1,004.5
S2 999.0 999.0 1,005.3
S3 991.8 995.5 1,004.5
S4 984.5 988.3 1,002.5
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1,093.8 1,082.3 1,021.8
R3 1,060.0 1,048.5 1,012.3
R2 1,026.3 1,026.3 1,009.3
R1 1,014.8 1,014.8 1,006.3 1,020.5
PP 992.8 992.8 992.8 995.5
S1 981.0 981.0 1,000.0 986.8
S2 959.0 959.0 997.0
S3 925.3 947.3 993.8
S4 891.5 913.8 984.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,009.9 970.6 39.3 3.9% 14.5 1.4% 92% True False 101,995
10 1,009.9 938.0 71.9 7.1% 16.3 1.6% 95% True False 118,185
20 1,009.9 938.0 71.9 7.1% 17.0 1.7% 95% True False 122,586
40 1,009.9 938.0 71.9 7.1% 13.0 1.3% 95% True False 61,371
60 1,009.9 893.4 116.5 11.6% 9.0 0.9% 97% True False 40,939
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,041.0
2.618 1,029.0
1.618 1,021.8
1.000 1,017.3
0.618 1,014.5
HIGH 1,010.0
0.618 1,007.0
0.500 1,006.3
0.382 1,005.5
LOW 1,002.5
0.618 998.0
1.000 995.3
1.618 990.8
2.618 983.5
4.250 971.5
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 1,006.5 1,002.3
PP 1,006.3 998.0
S1 1,006.3 993.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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